Browsing PERC Publications by Author "Sekhposyan, Tatevik"
Now showing items 1-10 of 10
-
Sekhposyan, Tatevik; Kouchekinia, Noah (Private Enterprise Research Center, Texas A&M University; Texas A&M University. Library, 2022-07-12)The recent pandemic has emphasized the importance of high-frequency economic variables. Electricity consumption, particularly important as a production input, is one such variable. However, electricity consumption typically ...
-
Sekhposyan, Tatevik; Odendah, Florensl; Rossi, Barbara (Private Enterprise Research Center, Texas A&M University; Texas A&M University. Library, 2022-05-16)In forecasting models, usually no single model emerges as the best overall, as forecasting performance is prone to instabilities because the economic mechanisms providing the data work better on one model during some periods ...
-
Sekhposyan, Tatevik; Ganics, Gergely; Rossi, Barbara (Private Enterprise Research Center, Texas A&M University; Texas A&M University. Library, 2019-12-12)Surveys of professional forecasters produce precise and timely point forecasts for key macroeconomic variables. However, the accompanying density forecasts are not as widely utilized, and there is no consensus about their ...
-
Sekhposyan, Tatevik; Hoesch, Lukas; Rossi, Barbara (Private Enterprise Research Center, Texas A&M University; Texas A&M University. Library, 2020-03-10)Does the Federal Reserve have an “information advantage� in forecasting macroeconomic variables beyond what is known to private sector forecasters? And are market participants reacting only to monetary policy shocks ...
-
Sekhposyan, Tatevik; Hoesch, Luka; Rossi, Barbara (Private Enterprise Research Center, Texas A&M University; Texas A&M University. Library, 2020-04-30)Does the Federal Reserve have an “information advantage� in forecasting macroeconomic variables beyond what is known to private sector forecasters? And are market participants reacting only to monetary policy shocks ...
-
Sekhposyan, Tatevik; Odendah, Florensl; Rossi, Barbara (Private Enterprise Research Center, Texas A&M University; Texas A&M University. Library, 2022-05-23)The authors propose novel tests for the detection of Markov switching deviations from forecast rationality. Existing forecast rationality tests either focus on constant deviations from forecast rationality over the full ...
-
Jansen, Dennis W.; Navarro, Carlos I.; Rettenmaier, Andrew J.; Sekhposyan, Tatevik (Private Enterprise Research Center, Texas A&M University; Texas A&M University. Library, 2018-10-21)This paper describes the need for timely GDP information, methodology, and data sources used to create the monthly publication, Economic Indicators.
-
Dahlhaus, Tatjana; Sekhposyan, Tatevik (Private Enterprise Research Center, Texas A&M University; Texas A&M University. Library, 2018-11-12)During the last few decades, central banks across the globe came to recognize the potentially valuable role that transparency can play in stabilizing the economy. For example, the Federal Reserve in the US started releasing ...
-
Sekhposyan, Tatevik; Dahlhaus, Tatjana (Private Enterprise Research Center, Texas A&M University; Texas A&M University. Library, 2019-02-05)Over the past two decades, expectations about the future of monetary policy has become a useful agent used by households and firms as they make spending and investment decisions. As central banks worldwide recognize the ...
-
Sekhposyan, Tatevik; Dahlhaus, Tatjana; Schaumburg, Julia (Private Enterprise Research Center, Texas A&M University; Texas A&M University. Library, 2021-05-06)In this working paper, authors Tatevik Sekhposyan, Tatjana Dahlhaus, and Julia Schaumburg introduce a flexible, time-varying network model to trace the propagation of interest rate surprises across different maturities. ...